Portfolio Risk Analyst
Man Group
•$100,000 - $120,000•Hybrid
About The Position
Man Group's Financial Risk team is responsible for managing all aspects of business, credit, market and liquidity risk insofar as they relate to the risks of Man Group (as distinct from the risks faced by third party investors in the investment products managed by Man).
Requirements
- Full technical understanding of risk management tools and techniques: including statistical distributions, VAR, Stress testing
- Broad understanding of hedge fund styles and instruments used to take exposure
- Broad understanding of structured products
- Broad understanding of economic capital and regulatory capital framework
- Advanced Excel skills including VBA
- Basic understanding of accounting and financial reporting
- Basic understanding of business processes, internal controls and operational risk concepts
- Ability to present complex content in a clear and concise manner to ensure understanding among a wider (often senior) audience
Responsibilities
- The identification, measurement and mitigation of business, credit, market and liquidity risks
- Provide independent risk oversight of FRM, AHL and for the Structured Products
- Development of risk appetite and limit frameworks and monitoring of risks in accordance with these frameworks
- Economic capital reporting and analysis (+ ICAAP submission)
- Development and maintenance of methodologies, models, systems and policies in support of this (including the operational risk model)
- Oversight of structured products - monitor risk of Loans to Funds, transparency into monthly rebalance, impact on Illiquid buyout pipeline and Man's liquidity requirements, review of new products
- Investment risk to AHL and FRM businesses and oversight of risks and risk functions - as an alternate to manager
- Oversee process improvements into counterparty monitoring and exposure reporting, liaising with Tech & Ops as appropriate
- Review and improvement of Economic Capital models within constraints of E&Y Model Review (Investment book, Credit, Market-FX, Pension fund)
Benefits
- competitive holiday entitlements
- pension/401k
- life and long-term disability coverage
- group sick pay
- enhanced parental leave
- long-service leave
- private medical coverage
- discounted gym membership options
- pet insurance
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
Education Level
No Education Listed
